+1,366.3%
TRV vs PBR
+1,916.3%
-550.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.1% |
| 7D | -1.5% | +4.2% | -5.7% | -2.2% |
| 30D | -1.8% | +22.7% | -24.5% | -5.6% |
| 3M | +21.6% | +21.5% | +0.1% | +16.8% |
| 6M | +22.5% | +24.0% | -1.5% | +16.8% |
| YTD | +28.1% | +88.2% | -60.1% | +12.7% |
| 1Y | +37.0% | +74.8% | -37.8% | +21.9% |
| 3Y | +141.9% | +105.1% | +36.8% | +105.2% |
| 5Y | +158.5% | +572.2% | -413.7% | +67.2% |
| 10Y | +297.5% | +692.7% | -395.2% | +120.1% |
| All | +1,366.3% | +1,916.3% | -550.0% | +539.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling